Anic Equity¶

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Total return since start: 0.693 %¶

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Equity now: -----------------------------> 51719.84 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48520.78 Kr¶

PnL: ---------------------------------------> -566.79 Kr¶

DD now: ---------------------------------> -0.432 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 12:37:15.486444'

Anic Portfolio¶

Today¶

Return: 0.156 %¶

This Week¶

Return: 8.821 %¶

Total¶

Return: 69.317 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.100000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 2.830000 800.400000 127.400000 18.930000 673.000000
Nordea Bank Abp 29 1.300000 3577.440000 123.440000 3.570000 3453.999992
HEBA B 70 2.090000 2730.000000 94.000000 3.570000 2636.000010
SAAB B 8 1.450000 3466.400000 89.400000 2.650000 3377.000000
Swedbank A 3 2.840000 618.300000 54.300000 9.630000 564.000000
Resurs Holding 22 1.220000 618.860000 44.860000 7.820000 573.999998
MedCap 2 -0.430000 461.000000 40.000000 9.500000 421.000000
AcadeMedia 12 0.280000 593.040000 36.040000 6.470000 557.000004
Samhällsbyggnadsbo. i Norden B 20 1.970000 387.400000 32.400000 9.130000 355.000000
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Intrum 4 2.520000 553.000000 26.000000 4.930000 527.000000
OEM International B 7 1.160000 548.800000 20.800000 3.940000 527.999997
Eastnine 4 1.440000 508.000000 17.000000 3.460000 491.000000
Securitas B 6 2.290000 585.120000 15.120000 2.650000 570.000000
Fasadgruppen Group 38 -0.360000 4149.600000 8.600000 0.210000 4140.999992
Coor Service Management Hold. 8 0.900000 538.800000 6.800000 1.280000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.920000 567.000000 5.000000 0.890000 562.000005
Samhällsbyggnadsbo. i Norden D 12 1.170000 250.080000 4.080000 1.660000 246.000000
Creaspac SPAC 6 -0.210000 577.800000 0.800000 0.140000 577.000002
Karnov Group 9 -0.670000 536.400000 0.400000 0.070000 536.000004
Handelsbanken A 5 0.350000 546.150000 0.150000 0.030000 546.000000
Midsona B 63 0.880000 580.230000 -2.770000 -0.480000 582.999984
Corem Property Group B 59 1.830000 574.070000 -2.930000 -0.510000 576.999999
Boozt 12 0.960000 1646.400000 -7.600000 -0.460000 1653.999996
Sampo Oyj SDB 7 0.460000 3839.500000 -10.500000 -0.270000 3850.000000
CTEK 13 2.310000 511.420000 -22.580000 -4.230000 533.999999
International Petroleum Corp. 5 0.360000 564.500000 -30.070000 -5.060000 594.565215
Essity B 2 -1.540000 537.000000 -37.000000 -6.450000 574.000000
Vivesto 1368 -0.200000 559.790000 -53.210000 -8.680000 612.999432
Essity A 4 -1.280000 1078.000000 -71.000000 -6.180000 1149.000000
Beijer Electronics Group 27 -1.980000 2943.000000 -141.000000 -4.570000 3083.999994
OX2 22 4.040000 1841.400000 -147.600000 -7.420000 1989.000002
Axfood 15 -3.310000 3900.000000 -400.000000 -9.300000 4300.000005
Ovzon 64 -0.750000 3372.800000 -623.200000 -15.600000 3996.000000
TOTAL 48520.940000 -566.630000 -0.43196% 49087.564636

Updated:¶

'2023-02-01 12:36:22.261649'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶